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Steven Campbell

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Preprint Aug 2026

When should one stop the most exciting game? Sequential Inference for win-martingales

Prediction markets have become a prominent way of aggregating beliefs about binary future events, and their price processes are often interpreted as evolving win probabilities, or ``win-martingales.''Motivated by this perspective and recent work on Aldous'``most exciting game,''we study when a decision maker should sto...

Steven Campbell, Karl Kristian Engelund · 0 citations

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